mirror of
https://github.com/mihakralj/QuanTAlib.git
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Remove multiple Pine Script indicators: SSFDSP, STARCHANNEL, STBANDS, STC, UBANDS, UCHANNEL, VWAPBANDS, and VWAPSD. These indicators were deleted to streamline the library and remove unused or redundant code.
This commit is contained in:
Miha Kralj
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using System.Runtime.CompilerServices;
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using System.Runtime.InteropServices;
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namespace QuanTAlib;
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/// <summary>
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/// PSL: Psychological Line
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/// </summary>
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/// <remarks>
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/// Percentage of up-bars over a lookback period:
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/// <c>PSL = 100 × (count of up-bars in period) / period</c>
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///
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/// An "up-bar" is when source > source[1].
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/// Uses a circular buffer storing 1.0 (up) or 0.0 (down/unchanged) with running sum.
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/// Output range: [0, 100].
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///
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/// References:
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/// Japanese technical analysis tradition
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/// PineScript reference: psl.pine
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/// </remarks>
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[SkipLocalsInit]
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public sealed class Psl : AbstractBase
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{
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private readonly int _period;
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private readonly RingBuffer _buffer;
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[StructLayout(LayoutKind.Auto)]
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private record struct State(
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double UpSum,
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double PrevValue,
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double LastValid,
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int Count);
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private State _state;
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private State _p_state;
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/// <summary>
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/// Creates Psychological Line with specified period.
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/// </summary>
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/// <param name="period">Lookback period (must be > 0)</param>
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public Psl(int period = 12)
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{
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if (period <= 0)
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{
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throw new ArgumentException("Period must be greater than 0", nameof(period));
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}
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_period = period;
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_buffer = new RingBuffer(period);
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Name = $"Psl({period})";
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WarmupPeriod = period;
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_state = new State(UpSum: 0, PrevValue: double.NaN, LastValid: 0, Count: 0);
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_p_state = _state;
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}
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/// <summary>
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/// Creates PSL with specified source and period.
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/// </summary>
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public Psl(ITValuePublisher source, int period = 12) : this(period)
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{
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source.Pub += Handle;
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}
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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private void Handle(object? sender, in TValueEventArgs e) => Update(e.Value, e.IsNew);
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/// <inheritdoc/>
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public override bool IsHot => _buffer.IsFull;
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/// <summary>Period of the indicator.</summary>
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public int Period => _period;
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/// <inheritdoc/>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public override TValue Update(TValue input, bool isNew = true)
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{
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if (isNew)
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{
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_p_state = _state;
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}
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else
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{
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_state = _p_state;
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}
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double value = input.Value;
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if (!double.IsFinite(value))
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{
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value = double.IsFinite(_state.LastValid) ? _state.LastValid : 0.0;
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}
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else
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{
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_state.LastValid = value;
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}
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double upVal = double.IsFinite(_state.PrevValue) && value > _state.PrevValue ? 1.0 : 0.0;
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if (isNew)
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{
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if (_buffer.IsFull)
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{
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_state.UpSum -= _buffer[0];
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}
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_state.UpSum += upVal;
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_buffer.Add(upVal);
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_state.PrevValue = value;
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_state.Count = _buffer.Count;
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}
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else
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{
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_buffer.UpdateNewest(upVal);
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// Recompute sum from buffer to avoid drift from mismatched eviction state
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double sum = 0;
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for (int j = 0; j < _buffer.Count; j++)
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{
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sum += _buffer[j];
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}
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_state.UpSum = sum;
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_state.PrevValue = value;
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_state.Count = _buffer.Count;
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}
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double result = 100.0 * _state.UpSum / Math.Max(1, _state.Count);
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Last = new TValue(input.Time, result);
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PubEvent(Last, isNew);
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return Last;
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}
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/// <inheritdoc/>
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public override TSeries Update(TSeries source)
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{
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int len = source.Count;
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var t = new List<long>(len);
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var v = new List<double>(len);
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CollectionsMarshal.SetCount(t, len);
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CollectionsMarshal.SetCount(v, len);
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Batch(source.Values, CollectionsMarshal.AsSpan(v), _period);
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source.Times.CopyTo(CollectionsMarshal.AsSpan(t));
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for (int i = 0; i < len; i++)
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{
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Update(new TValue(source.Times[i], source.Values[i]), isNew: true);
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}
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return new TSeries(t, v);
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}
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/// <inheritdoc/>
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public override void Prime(ReadOnlySpan<double> source, TimeSpan? step = null)
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{
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TimeSpan interval = step ?? TimeSpan.FromTicks(1);
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DateTime baseTime = DateTime.UtcNow - (interval * (source.Length - 1));
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for (int i = 0; i < source.Length; i++)
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{
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Update(new TValue(baseTime + (interval * i), source[i]), isNew: true);
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}
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}
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/// <inheritdoc/>
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public override void Reset()
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{
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_buffer.Clear();
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_state = new State(UpSum: 0, PrevValue: double.NaN, LastValid: 0, Count: 0);
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_p_state = _state;
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Last = default;
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}
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/// <summary>Calculates PSL for entire series.</summary>
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public static TSeries Batch(TSeries source, int period = 12)
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{
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int len = source.Count;
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var t = new List<long>(len);
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var v = new List<double>(len);
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CollectionsMarshal.SetCount(t, len);
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CollectionsMarshal.SetCount(v, len);
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Batch(source.Values, CollectionsMarshal.AsSpan(v), period);
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source.Times.CopyTo(CollectionsMarshal.AsSpan(t));
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return new TSeries(t, v);
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}
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/// <summary>Batch PSL via circular buffer with running sum of up-bars.</summary>
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[MethodImpl(MethodImplOptions.AggressiveInlining)]
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public static void Batch(ReadOnlySpan<double> source, Span<double> output, int period = 12)
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{
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if (source.Length != output.Length)
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{
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throw new ArgumentException("Source and output must have the same length", nameof(output));
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}
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if (period <= 0)
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{
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throw new ArgumentException("Period must be greater than 0", nameof(period));
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}
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int len = source.Length;
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if (len == 0)
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{
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return;
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}
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var buffer = new RingBuffer(period);
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double upSum = 0.0;
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double lastValid = 0.0;
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double prevValue = double.NaN;
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for (int i = 0; i < len; i++)
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{
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double val = source[i];
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if (!double.IsFinite(val)) { val = lastValid; } else { lastValid = val; }
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double upVal = double.IsFinite(prevValue) && val > prevValue ? 1.0 : 0.0;
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if (buffer.IsFull) { upSum -= buffer[0]; }
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upSum += upVal;
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buffer.Add(upVal);
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prevValue = val;
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output[i] = 100.0 * upSum / Math.Max(1, buffer.Count);
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}
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}
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/// <summary>Creates a PSL indicator, processes source, returns results with indicator.</summary>
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public static (TSeries Results, Psl Indicator) Calculate(TSeries source, int period = 12)
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{
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var indicator = new Psl(period);
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return (indicator.Update(source), indicator);
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}
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}
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